Lena Headey initially had “mixed” feelings about how her character Cersei Lannister bowed out of episode five of the eighth and final season of Game Of Thrones.

On Sunday, Queen Cersei finally went into battle against her nemesis Daenerys Targaryen in The Bells, the penultimate episode of the long-running HBO drama. As Daenerys attacked King’s Landing with her dragon, Cersei’s twin brother and lover Jaime, played by Nikolaj Coster-Waldau, battled to rescue his sister after abandoning his friend and new lover, Brienne of Tarth, at Winterfell.

Headey, 45, admitted her reaction to the final scene was “mixed” at first.

“I wanted her to have some big piece or fight with somebody… The more we talked about it the more it seemed like the perfect end for her,” she sighed to Entertainment Weekly, explaining that she changed her mind after discussing the final moments with co-star Coster-Waldau. “They came into the world together and now they leave together.”

After Jamie killed Cersei’s new lover Euron Greyjoy, he tried to lead her to safety through a secret passage but when their path was blocked with rubble, he comforted Cersei as they awaited their demise together and were ultimately killed by the Red Keep’s collapse.

“I think the biggest surprise is he came back for her,” she said, referencing Jamie’s swift exit from Winterfell after sleeping with Brienne. “Cersei realises just how she loves him and just how much he loves her. It’s the most authentic connection she’s ever had. Ultimately they belong together… It’s maybe the first time that Cersei has been at peace.”

During the filming of those final scenes, Coster-Waldau was overcome with emotion.

“I told Nikolaj, ‘I’ve never seen you so sweet and sentimental.’ And he’s all, ‘What’s happening to me?’ We kept cuddling going, ‘I love you.’ It was weird,” she smiled. “There’s a sense of loss that nothing like this will ever happen again. There was a great sense of grief and an enormous amount of gratitude going on.”